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Related Pages for SENSEX
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SENSEX
Sensex
77114.05 -464.33 (-0.60%)

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Historical option data for SENSEX

21 Nov 2024 02:05 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22NOV2024 82500 CE
Delta: 0.00
Vega: 0.42
Theta: -9.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77119.06 1.95 0.60 45.84 25,369 4,636 6,457
19 Nov 77578.38 1.35 -1.05 23.98 9,893 1,165 1,821
18 Nov 77339.01 2.4 2.40 22.92 2,502 656 656
14 Nov 77580.31 0 0.00 0.00 0 0 0
13 Nov 77690.95 0 0.00 0.00 0 0 0
12 Nov 78675.18 0 0.00 0 0 0

For Sensex - strike price 82500 expiring on 22NOV2024

Delta for 82500 CE is 0.00

Historical price for 82500 CE is as follows

On 21 Nov SENSEX was trading at 77119.06. The strike last trading price was 1.95, which was 0.60 higher than the previous day. The implied volatity was 45.84, the open interest changed by 4636 which increased total open position to 6457


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.35, which was -1.05 lower than the previous day. The implied volatity was 23.98, the open interest changed by 1165 which increased total open position to 1821


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2.4, which was 2.40 higher than the previous day. The implied volatity was 22.92, the open interest changed by 656 which increased total open position to 656


On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SENSEX 22NOV2024 82500 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77119.06 0 0.00 0.00 0 0 0
19 Nov 77578.38 0 0.00 0.00 0 0 0
18 Nov 77339.01 0 0.00 0.00 0 0 0
14 Nov 77580.31 0 0.00 0.00 0 0 0
13 Nov 77690.95 0 0.00 0.00 0 0 0
12 Nov 78675.18 0 0.00 0 0 0

For Sensex - strike price 82500 expiring on 22NOV2024

Delta for 82500 PE is 0.00

Historical price for 82500 PE is as follows

On 21 Nov SENSEX was trading at 77119.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0